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May
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Feb
6
comment independent variables or not
@DilipSarwate: I think they are Normal and independent in fact. Although I am not sure why the sum and difference are independent in that case. If $X$ and $Y$ are normal and indpnt, then $X+Y$ is also normal, so as $X-Y$, why the last two are independent then?
Feb
6
accepted Is $X_t$ a martingale?
Feb
6
comment independent variables or not
@DilipSarwate: from aboove I see the statement is in fact incorrect, would that make a difference if $X$ and $Y$ are iid?
Feb
6
asked independent variables or not
Feb
6
comment Is $X_t$ a martingale?
I see, thanks. I would guess because they both involve the information at time $u$, so they overlap there and not independent? Then, second part ends up being $\int_u^t E[W_s/F_u]ds=W_u(t-u)$? And clearly this is not zero and therefore it is not a martingale?
Feb
6
revised Is $X_t$ a martingale?
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Feb
6
revised Is $X_t$ a martingale?
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Feb
6
asked Is $X_t$ a martingale?
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Apr
17
asked difference of the values of a function is an integral
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Apr
21
asked relation between Holder continuous and weakly differentiable for the coefficients of a pde
Apr
17
revised matrix with distinct bounded eigen values is bounded?
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Apr
16
revised matrix with distinct bounded eigen values is bounded?
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Apr
15
asked matrix with distinct bounded eigen values is bounded?
Mar
22
revised Existence of the degenerate elliptic PDE coefficient condition
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